Feature Requests

Just like Opening Range Breakout, but with the option to use previous/pre-market day/week, etc. as the range for entry/exit triggers.

1) Short Long Ratio on Entry should be in the entry section not at the bottom 2) S/L Ratio on EXIT could allow users to filter on a range (low and high) just like entry

It would be useful (especially for longer DTE trades) to have a column in the trade log which shows how many days each trade took between open and close. One could sort on this to get an idea of how frequently one might have to hold trades for a long time. As well, these outliers give one areas of potential investigation.

Toggle the ability to prevent tests from simulating new positions with legs that conflict with existing positions (e.g., selling a short put when a long put at the same strike is already open). Would be most useful at the portfolio level.

I would like to see the max drawdown in dollar amount instead of percentage. As the p/l increases over time the percentage drawdown gets lower, but makes more sense to see an actual dollar amount.

Checkboxes to bulk delete portfolios, similar to individual tests

I am unable to run a reliable backtest using the Per-Leg Stoploss because the Cap Non-Opening Losses feature disappears. Adding this would be great for people who run stops on the short only and want accurate backtest results.

OO allows a user to view the 25 most-recent backtests. See: https://docs.optionomega.com/backtesting/backtest-setup#recent-test-runs I request that this feature be added to Portfolios

For everyday backtesting, the current (sensible) portfolio 'limitation' (number of backtests) is find and dandy. If we're automating, then there's a case for 'bigger' (more backtests included) portfolios, as 'the more blended the mix, the smoother the flavour (and, hopefully, profit curve). For roobot-subscribers: maximum no. of backtests in a Portfolio - 100 But let's keep it sensible (and not blow up the servers!): 100 mega-pOOrt runs a month; OR (?) max. 20k trades in a mega-pOOrt backtest

When we export a Portfolio tradelog, the strategy field is populated. But it isn't when exporting a single backtest. For data parsing, this would be a welcome addition. OK; it's only a few users that will enjoy this 'feature' but hopefully it's not an onerous request?